123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118119120121122123124125 |
- // Small bench routine for Eigen available in Eigen
- // (C) Desire NUENTSA WAKAM, INRIA
- #include <iostream>
- #include <fstream>
- #include <iomanip>
- #include <Eigen/Jacobi>
- #include <Eigen/Householder>
- #include <Eigen/IterativeLinearSolvers>
- #include <Eigen/LU>
- #include <unsupported/Eigen/SparseExtra>
- //#include <Eigen/SparseLU>
- #include <Eigen/SuperLUSupport>
- // #include <unsupported/Eigen/src/IterativeSolvers/Scaling.h>
- #include <bench/BenchTimer.h>
- #include <unsupported/Eigen/IterativeSolvers>
- using namespace std;
- using namespace Eigen;
- int main(int argc, char **args)
- {
- SparseMatrix<double, ColMajor> A;
- typedef SparseMatrix<double, ColMajor>::Index Index;
- typedef Matrix<double, Dynamic, Dynamic> DenseMatrix;
- typedef Matrix<double, Dynamic, 1> DenseRhs;
- VectorXd b, x, tmp;
- BenchTimer timer,totaltime;
- //SparseLU<SparseMatrix<double, ColMajor> > solver;
- // SuperLU<SparseMatrix<double, ColMajor> > solver;
- ConjugateGradient<SparseMatrix<double, ColMajor>, Lower,IncompleteCholesky<double,Lower> > solver;
- ifstream matrix_file;
- string line;
- int n;
- // Set parameters
- // solver.iparm(IPARM_THREAD_NBR) = 4;
- /* Fill the matrix with sparse matrix stored in Matrix-Market coordinate column-oriented format */
- if (argc < 2) assert(false && "please, give the matrix market file ");
-
- timer.start();
- totaltime.start();
- loadMarket(A, args[1]);
- cout << "End charging matrix " << endl;
- bool iscomplex=false, isvector=false;
- int sym;
- getMarketHeader(args[1], sym, iscomplex, isvector);
- if (iscomplex) { cout<< " Not for complex matrices \n"; return -1; }
- if (isvector) { cout << "The provided file is not a matrix file\n"; return -1;}
- if (sym != 0) { // symmetric matrices, only the lower part is stored
- SparseMatrix<double, ColMajor> temp;
- temp = A;
- A = temp.selfadjointView<Lower>();
- }
- timer.stop();
-
- n = A.cols();
- // ====== TESTS FOR SPARSE TUTORIAL ======
- // cout<< "OuterSize " << A.outerSize() << " inner " << A.innerSize() << endl;
- // SparseMatrix<double, RowMajor> mat1(A);
- // SparseMatrix<double, RowMajor> mat2;
- // cout << " norm of A " << mat1.norm() << endl; ;
- // PermutationMatrix<Dynamic, Dynamic, int> perm(n);
- // perm.resize(n,1);
- // perm.indices().setLinSpaced(n, 0, n-1);
- // mat2 = perm * mat1;
- // mat.subrows();
- // mat2.resize(n,n);
- // mat2.reserve(10);
- // mat2.setConstant();
- // std::cout<< "NORM " << mat1.squaredNorm()<< endl;
- cout<< "Time to load the matrix " << timer.value() <<endl;
- /* Fill the right hand side */
- // solver.set_restart(374);
- if (argc > 2)
- loadMarketVector(b, args[2]);
- else
- {
- b.resize(n);
- tmp.resize(n);
- // tmp.setRandom();
- for (int i = 0; i < n; i++) tmp(i) = i;
- b = A * tmp ;
- }
- // Scaling<SparseMatrix<double> > scal;
- // scal.computeRef(A);
- // b = scal.LeftScaling().cwiseProduct(b);
- /* Compute the factorization */
- cout<< "Starting the factorization "<< endl;
- timer.reset();
- timer.start();
- cout<< "Size of Input Matrix "<< b.size()<<"\n\n";
- cout<< "Rows and columns "<< A.rows() <<" " <<A.cols() <<"\n";
- solver.compute(A);
- // solver.analyzePattern(A);
- // solver.factorize(A);
- if (solver.info() != Success) {
- std::cout<< "The solver failed \n";
- return -1;
- }
- timer.stop();
- float time_comp = timer.value();
- cout <<" Compute Time " << time_comp<< endl;
-
- timer.reset();
- timer.start();
- x = solver.solve(b);
- // x = scal.RightScaling().cwiseProduct(x);
- timer.stop();
- float time_solve = timer.value();
- cout<< " Time to solve " << time_solve << endl;
-
- /* Check the accuracy */
- VectorXd tmp2 = b - A*x;
- double tempNorm = tmp2.norm()/b.norm();
- cout << "Relative norm of the computed solution : " << tempNorm <<"\n";
- // cout << "Iterations : " << solver.iterations() << "\n";
-
- totaltime.stop();
- cout << "Total time " << totaltime.value() << "\n";
- // std::cout<<x.transpose()<<"\n";
-
- return 0;
- }
|